Testing for a Unit Root Against Fractional Alternatives in the Presence of a Maintained Trend
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References listed on IDEAS
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- Laura Mayoral, 2005.
"Is the observed persistence spurious? A test for fractional integration versus short memory and structural breaks,"
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More about this item
KeywordsDeterministic components; Dickey-Fuller test; fractionally Dickey-Fuller test; fractional processes; long memory; trends; unit roots;
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